Anic Equity¶

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Total return since start: 0.623 %¶

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Equity now: -----------------------------> 49572.36 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43561.39 Kr¶

PnL: ---------------------------------------> -1314.19 Kr¶

DD now: ---------------------------------> -6.679 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 16:00:32.778551'

Anic Portfolio¶

Today¶

Return: -0.01 %¶

This Week¶

Return: -2.323 %¶

Total portfolio value¶

Return including deposits: 62.287 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 6.940000 1528.180000 105.180000 7.390000 1423.000014
Nederman Holding 1 -1.900000 207.000000 8.000000 4.020000 199.000000
Hennes & Mauritz B 6 -0.900000 916.800000 4.800000 0.530000 912.000000
Eastnine 6 0.370000 658.800000 1.800000 0.270000 657.000000
Atrium Ljungberg B 5 0.890000 902.000000 -2.000000 -0.220000 904.000000
BioGaia B 8 2.360000 900.800000 -3.200000 -0.350000 904.000000
Profoto Holding 7 -1.440000 576.800000 -5.200000 -0.890000 581.999999
ASSA ABLOY B 4 -0.530000 983.600000 -9.400000 -0.950000 993.000000
AcadeMedia 20 -0.700000 963.200000 -14.800000 -1.510000 978.000000
Biotage 1 -5.700000 133.900000 -15.100000 -10.130000 149.000000
JM 7 -0.600000 934.500000 -15.500000 -1.630000 950.000002
Vitec Software Group B 2 -1.630000 1087.000000 -17.000000 -1.540000 1104.000000
OX2 12 -1.720000 891.000000 -18.000000 -1.980000 909.000000
Gränges 10 0.100000 1019.000000 -20.000000 -1.920000 1039.000000
Vitrolife 3 -0.090000 656.400000 -20.600000 -3.040000 677.000001
Hexatronic Group 15 0.400000 1048.800000 -22.200000 -2.070000 1071.000000
Bufab 3 -0.570000 1053.600000 -22.400000 -2.080000 1076.000001
INVISIO 15 -0.210000 3547.500000 -24.500000 -0.690000 3571.999995
Creaspac SPAC 40 -0.100000 3808.000000 -26.000000 -0.680000 3834.000000
Hoist Finance 36 1.300000 984.600000 -26.400000 -2.610000 1010.999988
Latour B 4 -2.170000 829.600000 -26.400000 -3.080000 856.000000
Investor B 3 -1.060000 630.900000 -27.100000 -4.120000 657.999999
Addnode Group B 7 -1.180000 877.100000 -27.900000 -3.080000 904.999998
Sandvik 4 0.200000 820.000000 -28.000000 -3.300000 848.000000
Sagax B 4 -2.260000 848.400000 -36.600000 -4.140000 885.000000
Orrön Energy 170 -2.360000 2006.000000 -40.000000 -1.960000 2045.999980
Byggmax Group 33 -1.060000 925.980000 -41.020000 -4.240000 966.999990
SKF B 5 -1.030000 938.750000 -41.250000 -4.210000 980.000000
Sagax A 4 -3.210000 844.000000 -42.000000 -4.740000 886.000000
Alimak Group 12 -0.860000 963.600000 -43.400000 -4.310000 1007.000004
Catena 2 0.580000 760.800000 -45.200000 -5.610000 806.000000
EQT 4 -2.540000 827.600000 -45.400000 -5.200000 873.000000
Platzer Fastigheter Holding B 12 -1.450000 895.200000 -55.800000 -5.870000 951.000000
HEXPOL B 8 -6.030000 884.800000 -72.200000 -7.540000 957.000000
Hexagon B 26 -1.610000 3329.300000 -90.700000 -2.650000 3420.000012
VEF 788 -1.300000 1788.760000 -114.240000 -6.000000 1903.000300
Sedana Medical 93 0.940000 2589.120000 -394.460000 -13.220000 2983.577733
TOTAL 43561.390000 -1314.190000 -6.67915% 44875.578016

Updated:¶

'2023-06-21 16:00:50.173708'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶